Implementations of estimation algorithm of low rank plus sparse structured VAR model by using Fast Iterative Shrinkage-Thresholding Algorithm (FISTA). It relates to the algorithm in Sumanta, Li, and Michailidis (2019) <doi:10.1109/TSP.2018.2887401>.
Version: 1.2 Imports: igraph, mvtnorm, pracma Suggests: rmarkdown, knitr Published: 2021-05-26 DOI: 10.32614/CRAN.package.LSVAR Author: Peiliang Bai [aut, cre] Maintainer: Peiliang Bai <baipl92 at ufl.edu> License: GPL-2 NeedsCompilation: no CRAN checks: LSVAR results Documentation: Reference manual: LSVAR.pdf Vignettes: LSVAR (source, R code)Please use the canonical form https://CRAN.R-project.org/package=LSVAR to link to this page.
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